SSJ  3.3.1
Stochastic Simulation in Java
Public Member Functions | Static Public Member Functions | Protected Member Functions | Protected Attributes | List of all members

This class implements random variate generators having the negative binomial distribution. More...

Inheritance diagram for NegativeBinomialGen:
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Collaboration diagram for NegativeBinomialGen:
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Public Member Functions

 NegativeBinomialGen (RandomStream s, double gamma, double p)
 Creates a negative binomial random variate generator with parameters \(\gamma= \) gamma and \(p\), using stream s.
 
 NegativeBinomialGen (RandomStream s, NegativeBinomialDist dist)
 Creates a new generator for the distribution dist, using stream s.
 
double getGamma ()
 Returns the parameter \(\gamma\) of this object.
 
double getP ()
 Returns the parameter \(p\) of this object.
 
- Public Member Functions inherited from RandomVariateGenInt
 RandomVariateGenInt (RandomStream s, DiscreteDistributionInt dist)
 Creates a new random variate generator for the discrete distribution dist, using stream s. More...
 
int nextInt ()
 Generates a random number (an integer) from the discrete distribution contained in this object. More...
 
void nextArrayOfInt (int[] v, int start, int n)
 Generates n random numbers from the discrete distribution contained in this object. More...
 
int [] nextArrayOfInt (int n)
 Generates n random numbers from the discrete distribution contained in this object, and returns them in a new array of size n. More...
 
DiscreteDistributionInt getDistribution ()
 Returns the umontreal.ssj.probdist.DiscreteDistributionInt used by this generator. More...
 
- Public Member Functions inherited from RandomVariateGen
 RandomVariateGen (RandomStream s, Distribution dist)
 Creates a new random variate generator from the distribution dist, using stream s. More...
 
double nextDouble ()
 Generates a random number from the continuous distribution contained in this object. More...
 
void nextArrayOfDouble (double[] v, int start, int n)
 Generates n random numbers from the continuous distribution contained in this object. More...
 
double [] nextArrayOfDouble (int n)
 Generates n random numbers from the continuous distribution contained in this object, and returns them in a new array of size n. More...
 
RandomStream getStream ()
 Returns the umontreal.ssj.rng.RandomStream used by this generator. More...
 
void setStream (RandomStream stream)
 Sets the umontreal.ssj.rng.RandomStream used by this generator to stream.
 
Distribution getDistribution ()
 Returns the umontreal.ssj.probdist.Distribution used by this generator. More...
 
String toString ()
 Returns a String containing information about the current generator.
 

Static Public Member Functions

static int nextInt (RandomStream s, double gamma, double p)
 Generates a new variate from the negative binomial distribution, with parameters \(\gamma= \) gamma and \(p = \) p, using stream s.
 

Protected Member Functions

void setParams (double gamma, double p)
 Sets the parameter \(\gamma\) and \(p\) of this object.
 

Protected Attributes

double gamma
 
double p
 
- Protected Attributes inherited from RandomVariateGen
RandomStream stream
 
Distribution dist
 

Detailed Description

This class implements random variate generators having the negative binomial distribution.

Its mass function is

\[ p(x) = \frac{\Gamma(\gamma+ x)}{x!\: \Gamma(\gamma)}\: p^{\gamma}(1 - p)^x, \qquad\mbox{for } x = 0, 1, 2, …\tag{fmass-negbin} \]

where \(\Gamma\) is the gamma function, \(\gamma> 0\) and \(0\le p\le1\). No local copy of the parameters \(\gamma\) and \(p\) is maintained in this class. The (non-static) nextInt method simply calls inverseF on the distribution.


The documentation for this class was generated from the following file: